A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that necessarily characterize an econometrics textbook. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, time series analysis, and VARs. A new appendix and a new type of exercise underline the importance of the sampling distribution concept.
- ISBN10 0262112353
- ISBN13 9780262112352
- Publish Date 8 May 1998
- Publish Status Out of Stock
- Out of Print 18 September 2010
- Publish Country US
- Publisher MIT Press Ltd
- Imprint MIT Press
- Edition 4th edition
- Format Hardcover
- Pages 482
- Language English